Well one reason is life is short and it can be frustrating when you see others, gaining in a month, what would take you a year to gain. ( Dont get caught up on the numbers and miss the point )
Look better
Feel better
Helps with self confidence I must admit.
I spend loads of money on bloodwork and monitering everything, much more than I spend on gear so i'm doing it responsibly.
I don't compete so I can still to relatively safe kinds of gear and at very reasonable dosages and cycle length. I aviod many kinds that some treat like candy.
So, given the above, I think the question would be, why not?